+158.8%
PGR vs GPC
+29.4%
+129.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | -0.6% | -3.2% | +2.6% | +0.1% |
| 30D | +4.9% | +0.5% | +4.4% | +4.8% |
| 3M | +7.6% | +31.7% | -24.1% | +1.5% |
| 6M | +8.3% | +24.7% | -16.5% | +3.1% |
| YTD | +1.7% | +11.8% | -10.0% | -1.7% |
| 1Y | -6.8% | -3.0% | -3.9% | -7.0% |
| 3Y | +73.4% | -1.1% | +74.6% | +68.4% |
| All | +158.8% | +29.4% | +129.4% | +132.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GPC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling